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Here's the suspect, a sad and brief Grimm's about a little ghost, so don't read it if you're afraid something like that will ruin your week:
THERE was once a mother who had a little boy of seven years old, who was so handsome and lovable that no one could look at him without liking him, and she herself worshipped him above everything in the world. Now it so happened that he suddenly became ill, and God took him to himself; and for this the mother could not be comforted, and wept both day and night. But soon afterwards, when the child had been buried, it appeared by night in the places where it had sat and played during its life, and if the mother wept, it wept also, and, when morning came, it disappeared. As, however, the mother would not stop crying, it came one night, in the little white shroud in which it had been laid in its coffin, and with its wreath of flowers round its head, and stood on the bed at her feet, and said, "Oh, mother, do stop crying, or I shall never fall asleep in my coffin, for my shroud will not dry because of all thy tears which fall upon it." The mother was afraid when she heard that, and wept no more. The next night the child came again, and held a little light in its hand, and said, "Look, mother, my shroud is nearly dry, and I can rest in my grave." Then the mother gave her sorrow into God’s keeping, and bore it quietly and patiently, and the child came no more, but slept in its little bed beneath the earth.
Medieval German peasantry and modern narrative theorists would use the terminology microfiction to describe the story in terms of its cold, squarish, 256-word count, but what I'm trying to point out is that before the child dies, he gets the masculine pronoun buffet, and I'll prove it:
"...no one could look at him without liking him, and [the mother] herself worshipped him..."
"Now it so happened that he suddenly became ill, and God took him to himself..."
Then after the child dies, the pronouns become neuter:
"...it appeared by night in the places where it had sat and played during its life..."
"...it came one night, in the little white shroud in which it had been laid in its coffin..."
There is a rich and some might even go as far as to say highly unusual tapestry woven around the question about gender after death. If you'll turn to either Matthew 22:30 or Mark 12:25 you'll read either, "At the resurrection people will neither marry nor be given in marriage; they will be like the angels in heaven," or "When the dead rise, they will neither marry nor be given in marriage; they will be like the angels in heaven."
Certain elements are or were of the opinion that at least the verse from Mark substantiated the view that gender is a facet of this world, and not the one they planned to travel to after they were done here. Then other elements (in brief, most elements) find the verses to substantiate no such thing, and that it just means angels don't get married which is fair enough.
Now that fairy tale, or "ghost story" about the shroud kid is pretty far-fetched for a number of reasons, and if you swear by the whole deal that the souls of humans retain their gender then one of those reasons is that the kid doesn't have a gender as a ghost.
The other story is "The Stolen Farthing." This page is getting bloated with text so below is an image-shaped hyperlink to it so someone else can host some text for once.
In "The Stolen Farthing," unlike in "The Shroud," the ghost is a ghost from the get-go and its life as some kind of bio-thing is fully non-overlapping with the story's timeframe, and so it is never given a gender at all.*
Even when the child is discussed as a previously-alive entity, its gendering is avoided: "[The friend]... described the child exactly. Then the mother recognized it, and said, 'Oh, it is my dear child who died four weeks ago.'"
Ghosts are emphatically genderless under the Grimm purview. I meant to figure out why exactly that is but realized such an undertaking would require admirable scholarship of me but what an interesting and open question indeed for maybe you to figure out. And yet when I read back on this brief treatise I realize that both stories contain far more compelling themes to explore than pronouns. Well, I blew it again.
*Except in the synoptic version on Wikipedia in which the child is a girl which is total bull as that detail is not attested in any other version that I could find and I'll be damned if Wikipedia gets to ruin my point by reading texts carelessly.